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PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
1-Year Est. Return 18.52%
This Fund
S&P 500
This Quarter Est. Return
+8.77%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$178B
AUM Growth
+$4.1B
Cap. Flow
-$8.48B
Cap. Flow %
-4.75%
Top 10 Hldgs %
21.58%
Holding
4,274
New
229
Increased
2,257
Reduced
1,048
Closed
716

Top Buys

Rank Stock Value
1
VONV icon
Vanguard Russell 1000 Value ETF
VONV
+$478M
2
AMZN icon
Amazon
AMZN
+$159M
3
MSFT icon
Microsoft
MSFT
+$159M
4
RPV icon
Invesco S&P 500 Pure Value ETF
RPV
+$154M
5
AAPL icon
Apple
AAPL
+$152M

Top Sells

Rank Stock Value
1
IWF icon
iShares Russell 1000 Growth ETF
IWF
+$411M
2
GE icon
GE Aerospace
GE
+$356M
3
SI
SIEMENS AKTIENGESELLSCHAFT ADS
SI
+$151M
4
VOO icon
Vanguard S&P 500 ETF
VOO
+$142M
5
IUSG icon
iShares Core S&P US Growth ETF
IUSG
+$122M

Sector Composition

Rank Sector Weight
1 Technology 22.76%
2 Financials 13.47%
3 Healthcare 12.52%
4 Consumer Discretionary 11.11%
5 Communication Services 8.85%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
MATW icon
2051
Matthews International
MATW
$887M
$3.76M ﹤0.01%
104,676
+1,291
+1% +$51.5K
NMIH icon
2052
NMI Holdings
NMIH
$3.37B
$3.76M ﹤0.01%
167,078
+15,336
+10% +$366K
DBD
2053
DELISTED
Diebold Nixdorf Incorporated
DBD
$3.75M ﹤0.01%
292,333
+48,964
+20% +$672K
CVA
2054
DELISTED
Covanta Holding Corporation
CVA
$3.73M ﹤0.01%
211,972
+27,020
+15% +$411K
CYH icon
2055
Community Health Systems
CYH
$382M
$3.73M ﹤0.01%
241,635
+24,893
+11% +$338K
SEB icon
2056
Seaboard Corp
SEB
$4.39B
$3.72M ﹤0.01%
961
+28
+3% +$105K
ACWI icon
2057
iShares MSCI ACWI ETF
ACWI
$32B
$3.71M ﹤0.01%
36,695
-27
-0.1% -$2.69K
BAND
2058
Bandwidth Inc
BAND
$1.18B
$3.69M ﹤0.01%
26,778
-8,733
-25% -$1.1M
CWST icon
2059
Casella Waste Systems
CWST
$5.76B
$3.69M ﹤0.01%
58,167
-306
-0.5% -$20.3K
MVF
2060
DELISTED
BlackRock MuniVest Fund
MVF
$3.69M ﹤0.01%
383,107
-26,071
-6% -$247K
FLWS icon
2061
1-800-Flowers.com
FLWS
$252M
$3.68M ﹤0.01%
115,533
-11,301
-9% -$353K
GTES icon
2062
Gates Industrial Corporation Ltd.
GTES
$6.31B
$3.67M ﹤0.01%
203,216
+22,257
+12% +$389K
AVNS icon
2063
Avanos Medical
AVNS
$3.67M ﹤0.01%
100,908
+24,984
+33% +$1.03M
STRA icon
2064
Strategic Education
STRA
$1.98B
$3.67M ﹤0.01%
48,221
+18,297
+61% +$1.46M
OLP
2065
One Liberty Properties
OLP
$542M
$3.66M ﹤0.01%
128,960
-4,191
-3% -$108K
GTN icon
2066
Gray Television
GTN
$437M
$3.66M ﹤0.01%
156,416
+12,500
+9% +$271K
CVGW
2067
DELISTED
Calavo Growers
CVGW
$3.66M ﹤0.01%
57,692
-2,106
-4% -$155K
APLS
2068
DELISTED
Apellis Pharmaceuticals
APLS
$3.65M ﹤0.01%
57,748
+26,858
+87% +$1.39M
DPG
2069
Duff & Phelps Utility and Infrastructure Fund
DPG
$524M
$3.65M ﹤0.01%
254,672
+59,672
+31% +$864K
MATV icon
2070
Mativ Holdings
MATV
$479M
$3.64M ﹤0.01%
90,224
-3,349
-4% -$149K
RVLV icon
2071
Revolve Group
RVLV
$1.85B
$3.64M ﹤0.01%
52,839
+2,993
+6% +$161K
SNOW icon
2072
PUT
Snowflake
SNOW
$98.1B
$3.64M ﹤0.01%
+750
New +$174K
RXT icon
2073
Rackspace Technology
RXT
$960M
$3.63M ﹤0.01%
185,277
+83,856
+83% +$1.86M
FSP
2074
Franklin Street Properties
FSP
$49.8M
$3.63M ﹤0.01%
690,419
+15,517
+2% +$83.3K
ASND icon
2075
Ascendis Pharma A/S
ASND
$16.5B
$3.63M ﹤0.01%
27,565
+7,620
+38% +$1.02M
81 82
83
84 85

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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ACI
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Parametric Portfolio Associates's Q2 2021 Portfolio in Review

As of Q2 2021, Parametric Portfolio Associates held 4,274 positions worth $178B, up 2.4% from $174B the previous quarter. Its ten largest holdings account for 22% of the portfolio.

Parametric Portfolio Associates withdrew a net $8.48B in Q2 2021, closing 716 positions and reducing 1,048 holdings. Its most notable exit was GE Aerospace, an estimated $356M position sold in full.

By sector, the portfolio is most concentrated in Technology at 23% of assets, up from 20% a quarter earlier, followed by Financials and Healthcare.

Against the trend, Parametric Portfolio Associates opened a new position in Vanguard Russell 1000 Value ETF worth $479M.

  • Parametric Portfolio Associates's largest Q2 2021 buy was Vanguard Russell 1000 Value ETF: 6,880,946 shares worth $479M.
  • Parametric Portfolio Associates added most to Amazon in Q2 2021, an estimated $159M increase.
  • Parametric Portfolio Associates's biggest Q2 2021 reduction was iShares Russell 1000 Growth ETF, cutting an estimated $411M.
  • Parametric Portfolio Associates fully exited GE Aerospace in Q2 2021, selling an estimated $356M.
  • Parametric Portfolio Associates's ten largest holdings make up 22% of its $178B portfolio in Q2 2021.
  • Parametric Portfolio Associates opened 229 new positions and closed 716 in Q2 2021.
  • Parametric Portfolio Associates's portfolio value rose 2.4% quarter-over-quarter to $178B.

Based on Parametric Portfolio Associates's 13F filing for Q2 2021, filed 13 Aug 2021.